-3.3%
DIS vs OUST
-68.5%
+65.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -0.8% |
| 7D | +5.7% | -5.0% | +10.7% | +6.0% |
| 30D | +12.7% | -32.0% | +44.7% | +15.4% |
| 3M | +15.2% | -32.4% | +47.6% | +17.6% |
| 6M | +17.6% | +6.7% | +10.8% | +12.9% |
| YTD | +3.8% | +41.0% | -37.2% | -3.5% |
| 1Y | +6.8% | +18.0% | -11.2% | +0.5% |
| 3Y | +42.1% | +560.6% | -518.5% | +4.6% |
| 5Y | -31.2% | -55.1% | +24.0% | -41.6% |
| All | -3.3% | -68.5% | +65.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling